Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...
Students will learn the foundations of linear programming, properties of optimal solutions and various solution methods for optimizing problems involving a linear objective function and linear ...
This is a preview. Log in through your library . Abstract A general procedure is presented for computing the best, 2nd best, ⋯, Kth best solutions to a given discrete optimization problem. If the ...
Research teams from energy giant ExxonMobil and IBM have been working together to find quantum solutions to one of the most complex problems of our time: managing the tens of thousands of merchant ...